45
H index
59
i10 index
9077
Citations
Geert Bekaert : Citation Profile
Columbia University (90% share) | RESEARCH PRODUCTION: 63 Articles 96 Papers 1 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1991 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Bekaert. | Is cited by:
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Main data
Where Geert Bekaert has published?
Recent works citing Geert Bekaert (2017 and 2016)
| Year | Title of citing document | |
|---|---|---|
| 2016 | Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting. (2016). Leschinski, Christian ; Kruse, Robinson ; Will, Michael . In: CREATES Research Papers. RePEc:aah:create:2016-17. Full description at Econpapers || Download paper | |
| 2016 | Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. (2016). Engsted, Tom ; Andreasen, Martin M ; Sander, Magnus ; Moller, Stig V. In: CREATES Research Papers. RePEc:aah:create:2016-26. Full description at Econpapers || Download paper | |
| 2017 | Dynamics of Variance Risk Premia, Investors Sentiment and Return Predictability. (2017). Violante, Francesco ; Stentoft, Lars. In: CREATES Research Papers. RePEc:aah:create:2017-10. Full description at Econpapers || Download paper | |
| 2017 | Misallocation and the Distribution of Global Volatility. (2017). Eden, Maya . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:592-622. Full description at Econpapers || Download paper | |
| 2016 | Financial Integration into EU: The Romanian Case. (2016). Bozkurt, Ibrahim ; Akman, Engin . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:42:y:2016:i:18:p:269. Full description at Econpapers || Download paper | |
| 2017 | Linkages between financial development, financial instability, financial liberalisation and economic growth in Africa. (2017). Batuo, Michael ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/030. Full description at Econpapers || Download paper | |
| 2016 | Economic freedom index and stock returns in Malaysia. (2016). solarin, sakiru ; Ying, Tay Lee ; Rasiah, Devinaga . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:213-236. Full description at Econpapers || Download paper | |
| 2016 | FISCAL POLICY, FDI AND MACROECONOMIC STABILIZATION. (2016). Albulescu, Claudiu ; Ianc, Nicolae Bogdan . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2016:j:18:albulescut. Full description at Econpapers || Download paper | |
| 2016 | The Perceived Relations between Development Reforms, Stock Market Performance and Economic Growth in Nigeria: 1984-2014. (2016). , Okoroafor ; Mohammed, Yelwa . In: Economy. RePEc:aoj:econom:2016:p:31-39. Full description at Econpapers || Download paper | |
| 2017 | Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1507.01729. Full description at Econpapers || Download paper | |
| 2016 | FX Options in Target Zone. (2016). Carr, Peter ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1512.01527. Full description at Econpapers || Download paper | |
| 2016 | Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1603.01341. Full description at Econpapers || Download paper | |
| 2016 | Latent class analyisis for reliable measure of inflation expectation in the indian public. (2016). Kumar, Sunil . In: Papers. RePEc:arx:papers:1603.01397. Full description at Econpapers || Download paper | |
| 2016 | Generalized Leverage Effects in Asset Returns. (2016). Nakatsuma, Teruo ; McAlinn, Kenichiro ; Ushio, Asahi . In: Papers. RePEc:arx:papers:1605.06482. Full description at Econpapers || Download paper | |
| 2016 | Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring. (2016). Ormos, Mihály ; Timotity, Dusan . In: Papers. RePEc:arx:papers:1606.03597. Full description at Econpapers || Download paper | |
| 2016 | The microstructural foundations of leverage effect and rough volatility. (2016). Euch, EL ; Mathieu, Rosenbaum ; Masaaki, Fukasawa . In: Papers. RePEc:arx:papers:1609.05177. Full description at Econpapers || Download paper | |
| 2016 | The Asset Liability Management problem of a nuclear operator : a numerical stochastic optimization approach. (2016). Warin, Xavier . In: Papers. RePEc:arx:papers:1611.04877. Full description at Econpapers || Download paper | |
| 2017 | Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios. (2017). Chatsanga, Nonthachote ; Parkes, Andrew J. In: Papers. RePEc:arx:papers:1704.01174. Full description at Econpapers || Download paper | |
| 2017 | On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636. Full description at Econpapers || Download paper | |
| 2016 | Central banking in the XXI century: never say never. (2016). Panetta, Fabio . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1626. Full description at Econpapers || Download paper | |
| 2016 | The Financial Stability Dark Side of Monetary Policy. (2016). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: BCAM Working Papers. RePEc:bbk:bbkcam:1601. Full description at Econpapers || Download paper | |
| 2016 | The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies. (2016). Pasricha, Gurnain ; Bauer, Gregory ; Terajima, Yaz ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:16-38. Full description at Econpapers || Download paper | |
| 2017 | Cross-Border Bank Flows and Monetary Policy: Implications for Canada. (2017). Correa, Ricardo ; Zlate, Andrei ; Sapriza, Horacio ; Paligorova, Teodora . In: Staff Working Papers. RePEc:bca:bocawp:17-34. Full description at Econpapers || Download paper | |
| 2016 | Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation. (2016). Issler, João ; Gaglianone, Wagner ; Matos, Silvia Maria . In: Working Papers Series. RePEc:bcb:wpaper:436. Full description at Econpapers || Download paper | |
| 2016 | A Joint Model of Nominal and Real Yield Curves. (2016). Kubudi, Daniela ; Vicente, Jose . In: Working Papers Series. RePEc:bcb:wpaper:452. Full description at Econpapers || Download paper | |
| 2017 | Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454. Full description at Econpapers || Download paper | |
| 2016 | Break-Even-Inflations Decomposition in Mexico. (2016). Elizondo, Rocio ; Maria, Aguilar-Argaez Ana ; Jessica, Roldan-Pea ; Rocio, Elizondo . In: Working Papers. RePEc:bdm:wpaper:2016-22. Full description at Econpapers || Download paper | |
| 2017 | Volatility Spillovers and Systemic Risk Across Economies: Evidence from a Global Semi-Structural Model. (2017). Gomez-Pineda, Javier G. In: Borradores de Economia. RePEc:bdr:borrec:1011. Full description at Econpapers || Download paper | |
| 2017 | Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Hurtado-Guarin, Jorge Luis ; Gamba-Santamaria, Santiago . In: Borradores de Economia. RePEc:bdr:borrec:983. Full description at Econpapers || Download paper | |
| 2017 | Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty spillover and policy reactions. (2017). Claeys, Peter . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77. Full description at Econpapers || Download paper | |
| 2017 | CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot . In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112. Full description at Econpapers || Download paper | |
| 2016 | Regulatory change and monetary policy. (2016). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:55. Full description at Econpapers || Download paper | |
| 2017 | Macroeconomic surveillance of portfolio flows and its real effects: Malaysias experience. (2017). Hwa, Tng Boon ; Huey, Teh Tian ; Raghavan, Mala . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-25. Full description at Econpapers || Download paper | |
| 2016 | Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?. (2016). Rishabh, Kumar ; Mohanty, Madhusudan. In: BIS Working Papers. RePEc:bis:biswps:546. Full description at Econpapers || Download paper | |
| 2016 | When the walk is not random: commodity prices and exchange rates. (2016). Schrimpf, Andreas ; Kohlscheen, Emanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:551. Full description at Econpapers || Download paper | |
| 2016 | Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Petzev, Ivan ; Wagner, Alexander F. In: BIS Working Papers. RePEc:bis:biswps:560. Full description at Econpapers || Download paper | |
| 2016 | Expectations and investment. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Ma, Yueran . In: BIS Working Papers. RePEc:bis:biswps:562. Full description at Econpapers || Download paper | |
| 2016 | Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets. (2016). He, Dong ; Wang, Honglin ; Shu, Chang . In: BIS Working Papers. RePEc:bis:biswps:579. Full description at Econpapers || Download paper | |
| 2017 | Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606. Full description at Econpapers || Download paper | |
| 2017 | Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:628. Full description at Econpapers || Download paper | |
| 2016 | The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects. (2016). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro . In: The Japanese Economic Review. RePEc:bla:jecrev:v:67:y:2016:i:3:p:280-294. Full description at Econpapers || Download paper | |
| 2016 | Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0608. Full description at Econpapers || Download paper | |
| 2017 | Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist . In: Bank of England working papers. RePEc:boe:boeewp:0660. Full description at Econpapers || Download paper | |
| 2016 | Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001. Full description at Econpapers || Download paper | |
| 2017 | Real effects of bank capital regulations : Global evidence. (2017). Deli, Yota ; Hasan, Iftekhar . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_023. Full description at Econpapers || Download paper | |
| 2017 | The effectiveness of unconventional monetary policy on risk aversion and uncertainty. (2017). Rompolis, Leonidas S. In: Working Papers. RePEc:bog:wpaper:231. Full description at Econpapers || Download paper | |
| 2016 | Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61. Full description at Econpapers || Download paper | |
| 2017 | Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7. Full description at Econpapers || Download paper | |
| 2017 | Impact of Remittances on Economic Growth in Developing Countries: The Role of Openness. (2017). Ghosh Dastidar, Sayantan ; Sayantan, Ghosh Dastidar . In: Global Economy Journal. RePEc:bpj:glecon:v:13:y:2017:i:1:p:12:n:4. Full description at Econpapers || Download paper | |
| 2017 | Intellectual Property Rights, Foreign Direct Investment and Economic Freedom. (2017). Rios-Avila, Fernando ; Canavire Bacarreza, Gustavo ; Canavire-Bacarreza, Gustavo ; Fernando, Rios-Avila ; Gustavo, Canavire-Bacarreza ; Antonio, Saravia . In: Global Economy Journal. RePEc:bpj:glecon:v:13:y:2017:i:1:p:13:n:8. Full description at Econpapers || Download paper | |
| 2017 | On the estimation of regime-switching Lévy models. (2017). Chevallier, Julien ; Julien, Chevallier ; Stephane, Goutte . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:3-29:n:4. Full description at Econpapers || Download paper | |
| 2017 | A model of the euro-area yield curve with discrete policy rates. (2017). Renne, Jean-Paul ; Jean-Paul, Renne . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:99-116:n:1. Full description at Econpapers || Download paper | |
| 2017 | Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price. (2017). Piotr, Kokoszka ; Ben, Zheng ; Hong, Miao . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:33-53:n:5. Full description at Econpapers || Download paper | |
| 2016 | Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016. Full description at Econpapers || Download paper | |
| 2016 | Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:062016. Full description at Econpapers || Download paper | |
| 2016 | Labor Rigidity, Ination Risk and Bond Returns. (2016). Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:461. Full description at Econpapers || Download paper | |
| 2016 | Contagion in International Stock and Currency Markets During Recent Crisis Episodes. (2016). Tuteja, Divya ; Dua, Pami. In: Working papers. RePEc:cde:cdewps:258. Full description at Econpapers || Download paper | |
| 2016 | The Effect of Policy Uncertainty on Investment Plans: Evidence from the Unexpected Acceptance of a Far-Reaching Referendum in Switzerland. (2016). Sturm, Jan-Egbert ; Dibiasi, Andreas ; Abberger, Klaus ; Siegenthaler, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5887. Full description at Econpapers || Download paper | |
| 2017 | Networks of Volatility Spillovers among Stock Markets. (2017). Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6476. Full description at Econpapers || Download paper | |
| 2017 | Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Sohnke M ; Stulz, Rene M ; Brown, Gregory . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6560. Full description at Econpapers || Download paper | |
| 2016 | Monopoly Rights and Economic Growth: An Inverted U-Shaped Relation. (2016). Ueda, Kenichi ; Claessen, Stijn. In: CARF F-Series. RePEc:cfi:fseres:cf396. Full description at Econpapers || Download paper | |
| 2017 | Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises. (2017). Thwaites, Gregory ; Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:1708. Full description at Econpapers || Download paper | |
| 2016 | Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2016). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:785. Full description at Econpapers || Download paper | |
| 2016 | Sovereign Bond Spreads and Extra-Financial Performance: An Empirical Analysis of Emerging Markets. (2016). Berg, Florian ; Pouget, Sebastien ; Margaretic, Paula . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:789. Full description at Econpapers || Download paper | |
| 2016 | Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy. (2016). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:791. Full description at Econpapers || Download paper | |
| 2017 | Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:015470. Full description at Econpapers || Download paper | |
| 2016 | A New Approach to Volatility Modeling : The High-Dimensional Markov Model. (2016). Bauwens, Luc ; Augustyniak, Maciej ; Dufays, Arnaud . In: CORE Discussion Papers. RePEc:cor:louvco:2016042. Full description at Econpapers || Download paper | |
| 2016 | Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. (2016). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem . In: CORE Discussion Papers. RePEc:cor:louvco:2016053. Full description at Econpapers || Download paper | |
| 2016 | On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11307. Full description at Econpapers || Download paper | |
| 2016 | Monetary Policy, Financial Conditions, and Financial Stability. (2016). Adrian, Tobias ; Liang, Nellie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11394. Full description at Econpapers || Download paper | |
| 2016 | Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11401. Full description at Econpapers || Download paper | |
| 2016 | Investor-Stock Decoupling in Mutual Funds. (2016). Ferreira, Miguel ; Matos, Pedro Pinto ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11476. Full description at Econpapers || Download paper | |
| 2016 | Nascent markets: Understanding the success and failure of new stock markets. (2016). van Dijk, Mathijs ; Bergeijk, Peter ; Beck, Thorsten ; de Sousa, Jose Albuquerque ; VAN BERGEIJK, Peter . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11604. Full description at Econpapers || Download paper | |
| 2016 | Implications of Return Predictability across Horizons for Asset Pricing Models. (2016). Ortu, Fulvio ; Favero, Carlo ; Yang, Haoxi ; Tamoni, Andrea . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11645. Full description at Econpapers || Download paper | |
| 2016 | High & Dry: The Liquidity and Credit of Colonial and Foreign Government Debt and the London Stock Exchange (1880-1910). (2016). Flandreau, Marc ; Chavaz, Matthieu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11679. Full description at Econpapers || Download paper | |
| 2017 | The World We Live In: Local or Global?. (2017). Koedijk, Kees ; van Toor, Joris ; Horst, Jenke Ter ; Mahieu, Ronald J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11831. Full description at Econpapers || Download paper | |
| 2017 | Democracy and Credit “Democracy Doesn`t Come Cheap” But At Least Credit to Its Corporations Will Be. (2017). Ongena, Steven ; HASAN, IFTEKHAR ; Delis, Manthos. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11840. Full description at Econpapers || Download paper | |
| 2017 | Monetary policys rising FX impact in the era of ultra-low rates. (2017). Schrimpf, Andreas ; Kearns, Jonathan ; Ferrari, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11918. Full description at Econpapers || Download paper | |
| 2017 | Deflating Inflation Expectations: The Implications of Inflations Simple Dynamics. (2017). Cecchetti, Stephen ; Schoenholtz, Kermit ; Kashyap, Anil K ; Hooper, Peter ; Feroli, Michael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11925. Full description at Econpapers || Download paper | |
| 2017 | Cross-border Acquisitions and Restructuring: Multinational Enterprises and Private Equity-Firms. (2017). Persson, Lars. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11953. Full description at Econpapers || Download paper | |
| 2017 | Choices in Equity Finance A Global Perspective. (2017). Groen-Xu, Moqi ; Vermaelen, Theo ; Mataigne, Virginie ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11987. Full description at Econpapers || Download paper | |
| 2017 | Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11990. Full description at Econpapers || Download paper | |
| 2017 | Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region. (2017). Wolff, Christian ; Foojinphan, Pimnipa ; Ekkayokkaya, Manapol . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12078. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty and the Great Recession. (2017). Breuer, Sebastian ; Born, Benjamin ; Elstner, Steffen . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12083. Full description at Econpapers || Download paper | |
| 2016 | PRICING CDSS AND CDS OPTIONS UNDER A REGIME-SWITCHING CEV PROCESS WITH JUMP TO DEFAULT. (2016). Xu, Ruxing ; Yi, Ronghua ; Wu, Dan . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:1:p:253-271. Full description at Econpapers || Download paper | |
| 2016 | CONDITIONAL CORRELATION COEFFICIENT AS A TOOL FOR ANALYSIS OF CONTAGION IN FINANCIAL MARKETS AND REAL ECONOMY INDEXES BASED ON THE SYNTHETIC RATIO. (2016). Siedlecki, Rafa ; Papla, Daniel . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:4:p:287-299. Full description at Econpapers || Download paper | |
| 2016 | Impact of the NYSE Shocks on the European Developed Capital Markets. (2016). Stefanescu, Razvan ; Dumitriu, Ramona . In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2016:p:327-334. Full description at Econpapers || Download paper | |
| 2016 | Identifying Uncertainty Shocks Using the Price of Gold. (2016). Piffer, Michele ; Podstawski, Maximilian . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1549. Full description at Econpapers || Download paper | |
| 2016 | Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2016). GroÃe Steffen, Christoph ; Podstawski, Maximilian . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1602. Full description at Econpapers || Download paper | |
| 2017 | Reading between the Lines: Using Media to Improve German Inflation Forecasts. (2017). Kholodilin, Konstantin ; Ulbricht, Dirk ; Beckers, Benjamin . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1665. Full description at Econpapers || Download paper | |
| 2017 | What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach. (2017). Tse, Chung-Yi ; Leung, Charles ; Ka, Charles ; Huang, Daisy J. In: ISER Discussion Paper. RePEc:dpr:wpaper:0990. Full description at Econpapers || Download paper | |
| 2016 | Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). SAADAOUI, Amir ; Boujelbene, Younes . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2016:i:2:p:194-216. Full description at Econpapers || Download paper | |
| 2016 | Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). Saadaoui, Amir ; Boujelbene, Younes . In: EuroEconomica. RePEc:dug:journl:y:2016:i:2:p:194-216. Full description at Econpapers || Download paper | |
| 2016 | THE MACROECONOMIC AND FINANCIAL IMPACTS OF EUROPEAN CRISIS ON SAUDI ARABIA. (2016). Mseddi, Slim ; Benlagha, Noureddine . In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:16:y:2016:i:1_12. Full description at Econpapers || Download paper | |
| 2016 | Financial Integration and Japanese Stock market Performance. (2016). Kablan, Akassi ; Guesmi, Khaled . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00434. Full description at Econpapers || Download paper | |
| 2016 | Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence. (2016). Saidi, Hichem ; Rachdi, Houssem ; Guesmi, Khaled . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00231. Full description at Econpapers || Download paper | |
| 2017 | Testing for asymmetries in the predictive model for oil price-inflation nexus. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00609. Full description at Econpapers || Download paper | |
| 2017 | Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Geert Bekaert is editor of
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| Journal of Empirical Finance |
Geert Bekaert has edited the books:
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Works by Geert Bekaert:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Globalization and Asset Returns In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 1995 | The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 27 |
| 2002 | Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 375 |
| 1998 | Regime Switches in Interest Rates.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 375 | paper | |
| 2010 | Inflation risk and the inflation risk premium In: Economic Policy. [Full Text][Citation analysis] | article | 39 |
| 1992 | Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 226 |
| 1991 | Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 226 | paper | |
| 1995 | Time-Varying World Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 619 |
| 1994 | Time-Varying World Market Integration.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 619 | paper | |
| 1996 | Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance. [Full Text][Citation analysis] | article | 106 |
| 1995 | Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 106 | paper | |
| 2000 | Foreign Speculators and Emerging Equity Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 671 |
| 1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 671 | paper | |
| 1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 671 | paper | |
| 2001 | Expectations Hypotheses Tests In: Journal of Finance. [Full Text][Citation analysis] | article | 139 |
| 2000 | Expectations Hypotheses Tests.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | paper | |
| 2007 | Global Growth Opportunities and Market Integration In: Journal of Finance. [Full Text][Citation analysis] | article | 104 |
| 2004 | Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 104 | paper | |
| 2008 | The Term Structure of Real Rates and Expected Inflation In: Journal of Finance. [Full Text][Citation analysis] | article | 183 |
| 2004 | The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
| 2004 | The term structure of real rates and expected inflation.(2004) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | article | |
| 2007 | The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
| 2009 | International Stock Return Comovements In: Journal of Finance. [Full Text][Citation analysis] | article | 155 |
| 2006 | International Stock Return Comovements.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 2008 | International stock return comovements.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 2005 | International Stock Return Comovements.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 2005 | International Stock Return Comovements.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 2014 | The Global Crisis and Equity Market Contagion In: Journal of Finance. [Full Text][Citation analysis] | article | 45 |
| 2014 | The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2003 | Equity Market Liberalization in Emerging Markets In: Journal of Financial Research. [Full Text][Citation analysis] | article | 76 |
| 2003 | Equity market liberalization in emerging markets.(2003) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | article | |
| 2001 | Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Economic and Financial Integration in Europe In: ifo DICE Report. [Full Text][Citation analysis] | article | 0 |
| 2004 | Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
| 2006 | Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2010 | Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | article | |
| 2006 | Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2006 | Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 212 |
| 2005 | Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 212 | paper | |
| 2007 | Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 212 | article | |
| 2006 | Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 69 |
| 2009 | Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | article | |
| 2005 | Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
| 2006 | Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
| 2006 | New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 150 |
| 2005 | New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | paper | |
| 2004 | New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | paper | |
| 2005 | New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | paper | |
| 2010 | New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 150 | article | |
| 2010 | What Segments Equity Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
| 2010 | What Segments Equity Markets?.(2010) In: NBP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2009 | What Segments Equity Markets?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| What Segments Equity Markets?.() In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | ||
| 2010 | Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
| 2012 | Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 2010 | Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2010 | Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 2009 | Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2010 | Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 241 |
| 2013 | Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 241 | article | |
| 2010 | Risk, uncertainty and monetary policy.(2010) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 241 | article | |
| 2013 | Risk, uncertainty and monetary policy.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 241 | paper | |
| 2012 | Risk, uncertainty and monetary policy.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 241 | paper | |
| 2010 | Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 241 | paper | |
| 2011 | Global crises and equity market contagion In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 87 |
| 2011 | Global crises and equity market contagion.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
| 2011 | Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
| 2014 | Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College. [Full Text][Citation analysis] | paper | 2 |
| 1991 | Caloric Consumption in Industrializing Belgium In: The Journal of Economic History. [Full Text][Citation analysis] | article | 3 |
| 2009 | What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2016 | What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2014 | The VIX, the variance premium and stock market volatility In: Working Paper Series. [Full Text][Citation analysis] | paper | 60 |
| 2014 | The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
| 2013 | The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
| 2016 | Political risk and international valuation In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 3 |
| 2001 | Emerging equity markets and economic development In: Journal of Development Economics. [Full Text][Citation analysis] | article | 169 |
| 2000 | Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 169 | paper | |
| 2002 | Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 71 |
| 2015 | Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2002 | Research in emerging markets finance: looking to the future In: Emerging Markets Review. [Full Text][Citation analysis] | article | 107 |
| 2003 | Emerging markets finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 209 |
| 2001 | Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
| 1994 | Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics. [Full Text][Citation analysis] | article | 34 |
| 1998 | Target zones and exchange rates:: An empirical investigation In: Journal of International Economics. [Full Text][Citation analysis] | article | 68 |
| 1996 | Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2013 | The European Union, the Euro, and equity market integration In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 32 |
| 2010 | The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2011 | The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2017 | Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 1997 | Emerging equity market volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 532 |
| 1995 | Emerging Equity Market Volatility.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 532 | paper | |
| 1997 | On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 161 |
| 1996 | On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] This paper has another version. Agregated cites: 161 | paper | |
| 1996 | On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 161 | paper | |
| 2002 | Dating the integration of world equity markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 187 |
| 1998 | Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 187 | paper | |
| 2005 | Why stocks may disappoint In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 70 |
| 2000 | Why Stocks May Disappoint.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2005 | Does financial liberalization spur growth? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 646 |
| 2001 | Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 646 | paper | |
| 1993 | On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 117 |
| 1991 | On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 117 | paper | |
| 2002 | The dynamics of emerging market equity flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 138 |
| 1999 | The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
| 2006 | Growth volatility and financial liberalization In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 190 |
| 2004 | Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 190 | paper | |
| 2007 | Uncovered interest rate parity and the term structure In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 78 |
| 2002 | Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
| 1997 | The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 76 |
| 1994 | The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 1994 | The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2001 | Peso problem explanations for term structure anomalies In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 124 |
| 1997 | Peso problem explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
| 1997 | Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
| 2007 | Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 304 |
| 2006 | Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 304 | paper | |
| 2005 | Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 304 | paper | |
| 2010 | Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 30 |
| 2009 | Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| 2009 | Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2015 | Macroeconomic regimes In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 20 |
| 2011 | Macroeconomic Regimes.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2011 | Macroeconomic Regimes.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2013 | Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2015 | Macroeconomic regimes.(2015) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2012 | Macroeconomic Regimes.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2011 | Financial Openness and Productivity In: World Development. [Full Text][Citation analysis] | article | 54 |
| 2009 | Financial Openness and Productivity.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2014 | Flights to Safety In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 19 |
| 2012 | Flights to Safety.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2013 | Flights to Safety.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2015 | Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2004 | Does Financial Liberalization Spur Growth? In: Working Paper Research. [Full Text][Citation analysis] | paper | 5 |
| 2007 | The determinants of stock and bond return comovements In: Working Paper Research. [Full Text][Citation analysis] | paper | 46 |
| 2009 | The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2000 | Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters. [Full Text][Citation analysis] | chapter | 70 |
| 1998 | Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2003 | How do Regimes Affect Asset Allocation? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2012 | On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Political Risk Spreads In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2014 | Political risk spreads.(2014) In: Journal of International Business Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2015 | Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Macro Risks and the Term Structure of Interest Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | On the Global Financial Market Integration “Swoosh” and the Trilemma In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 75 |
| 1996 | The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | article | |
| 1997 | Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 397 |
| 2000 | Asymmetric Volatility and Risk in Equity Markets..(2000) In: Review of Financial Studies. [Citation analysis] This paper has another version. Agregated cites: 397 | article | |
| 1999 | Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers. [Full Text][Citation analysis] | paper | 31 |
| 2004 | Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
| 1999 | International Asset Allocation with Time-Varying Correlations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 50 |
| 1999 | Stock and Bond Pricing in an Affine Economy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2001 | Stock Return Predictability: Is it There? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 166 |
| 2003 | Market Integration and Contagion In: NBER Working Papers. [Full Text][Citation analysis] | paper | 350 |
| 2005 | Market Integration and Contagion.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 350 | article | |
| 2002 | International Asset Allocation With Regime Shifts In: Review of Financial Studies. [Citation analysis] | article | 456 |
| 1995 | Market Integration and Investment Barriers in Emerging Equity Markets. In: World Bank Economic Review. [Citation analysis] | article | 166 |
| 1995 | The contribution of speculators to effective financial markets. In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 1995 | The role of capital markets in economic growth In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
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